Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-08 0.329630 0.360218 0.393579 0.432882 0.478199 0.529155 0.591274
2025-06-15 0.292442 0.332021 0.377742 0.435137 0.506237 0.592779 0.708270
2025-06-22 0.264302 0.308454 0.361656 0.431737 0.523606 0.642965 0.815246
2025-06-29 0.243265 0.290154 0.348595 0.428689 0.538846 0.690417 0.925554
2025-07-06 0.222703 0.270006 0.330492 0.415973 0.538105 0.714231 1.004775
2025-07-13 0.212867 0.262473 0.327620 0.422739 0.564388 0.779676 1.161125
2025-07-20 0.204118 0.255434 0.324436 0.428186 0.588695 0.845117 1.332713
2025-07-27 0.194080 0.245770 0.316615 0.425736 0.600041 0.890705 1.479494
2025-08-03 0.186551 0.238958 0.312131 0.427553 0.617942 0.949768 1.668969
2025-08-10 0.175479 0.226444 0.298464 0.413854 0.608310 0.957566 1.751426
2025-08-17 0.164829 0.213953 0.284040 0.397753 0.592747 0.951768 1.801365
2025-08-24 0.159330 0.208575 0.279820 0.397553 0.604714 1.000677 1.998170
2025-08-31 0.156996 0.207831 0.282745 0.409637 0.640924 1.106816 2.393129
2025-09-07 0.152684 0.203897 0.280474 0.412761 0.660879 1.183032 2.745204
2025-09-14 0.147406 0.198227 0.275110 0.410062 0.669210 1.235033 3.051595
2025-09-21 0.142550 0.192954 0.270046 0.407430 0.677285 1.288165 3.395957
2025-09-28 0.136152 0.185034 0.260302 0.395699 0.665445 1.290270 3.550898
2025-10-05 0.133841 0.183324 0.260532 0.402023 0.692019 1.396048 4.214201
2025-10-12 0.131423 0.181319 0.260132 0.407099 0.716561 1.503114 4.999078
2025-10-19 0.127791 0.177231 0.256022 0.404830 0.724504 1.565765 5.631486
2025-10-26 0.125090 0.174510 0.254068 0.406520 0.741686 1.660659 6.589729
2025-11-02 0.120033 0.167818 0.245031 0.393790 0.723677 1.642405 6.777963
2025-11-09 0.114840 0.160757 0.235112 0.378808 0.699070 1.599140 6.755292